﻿/*
 Copyright (C) 2008 Siarhei Novik (snovik@gmail.com)
 Copyright (C) 2008-2013  Andrea Maggiulli (a.maggiulli@gmail.com)
  
 This file is part of QLNet Project http://qlnet.sourceforge.net/

 QLNet is free software: you can redistribute it and/or modify it
 under the terms of the QLNet license.  You should have received a
 copy of the license along with this program; if not, license is  
 available online at <http://qlnet.sourceforge.net/License.html>.
  
 QLNet is a based on QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 The QuantLib license is available online at http://quantlib.org/license.shtml.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace QLNet {
    //! Finite-differences pricing engine for shout vanilla options
    /*! \ingroup vanillaengines

        \test the correctness of the returned greeks is tested by
              reproducing numerical derivatives.
    */
    public class FDShoutEngine : FDEngineAdapter<FDShoutCondition<FDStepConditionEngine>, VanillaOption.Engine>,
                                 IFDEngine {
        // required for generics
        public FDShoutEngine() { }

        public FDShoutEngine(GeneralizedBlackScholesProcess process, int timeSteps , int gridPoints , 
			  bool timeDependent = false)
            : base(process, timeSteps, gridPoints, timeDependent) { }

		  public IFDEngine factory(GeneralizedBlackScholesProcess process, int timeSteps = 100, int gridPoints = 100 )
		  {
			  return new FDShoutEngine(process, timeSteps, gridPoints);
        }
    }
}
